NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 40.23 41.60 1.37 3.4% 37.34
High 41.59 41.74 0.15 0.4% 41.74
Low 40.05 40.68 0.63 1.6% 37.32
Close 41.47 40.91 -0.56 -1.4% 40.91
Range 1.54 1.06 -0.48 -31.2% 4.42
ATR 1.64 1.60 -0.04 -2.5% 0.00
Volume 263,971 173,375 -90,596 -34.3% 1,028,992
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.29 43.66 41.49
R3 43.23 42.60 41.20
R2 42.17 42.17 41.10
R1 41.54 41.54 41.01 41.33
PP 41.11 41.11 41.11 41.00
S1 40.48 40.48 40.81 40.27
S2 40.05 40.05 40.72
S3 38.99 39.42 40.62
S4 37.93 38.36 40.33
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.25 51.50 43.34
R3 48.83 47.08 42.13
R2 44.41 44.41 41.72
R1 42.66 42.66 41.32 43.54
PP 39.99 39.99 39.99 40.43
S1 38.24 38.24 40.50 39.12
S2 35.57 35.57 40.10
S3 31.15 33.82 39.69
S4 26.73 29.40 38.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.74 37.32 4.42 10.8% 1.60 3.9% 81% True False 205,798
10 41.74 36.93 4.81 11.8% 1.77 4.3% 83% True False 173,223
20 42.02 36.93 5.09 12.4% 1.60 3.9% 78% False False 144,997
40 44.33 36.93 7.40 18.1% 1.43 3.5% 54% False False 124,420
60 44.33 36.93 7.40 18.1% 1.35 3.3% 54% False False 108,590
80 44.33 36.93 7.40 18.1% 1.38 3.4% 54% False False 99,407
100 44.33 33.12 11.21 27.4% 1.51 3.7% 69% False False 95,130
120 44.33 25.31 19.02 46.5% 1.61 3.9% 82% False False 95,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.25
2.618 44.52
1.618 43.46
1.000 42.80
0.618 42.40
HIGH 41.74
0.618 41.34
0.500 41.21
0.382 41.08
LOW 40.68
0.618 40.02
1.000 39.62
1.618 38.96
2.618 37.90
4.250 36.18
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 41.21 40.83
PP 41.11 40.74
S1 41.01 40.66

These figures are updated between 7pm and 10pm EST after a trading day.

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